-39.0%
GIS vs FCEL
-68.7%
+29.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +7.9% | +2.2% |
| 7D | -3.4% | -2.8% | -0.5% | -3.4% |
| 30D | +6.9% | -31.6% | +38.5% | +6.1% |
| 3M | -10.1% | -52.4% | +42.3% | -11.3% |
| 6M | +5.9% | -51.4% | +57.3% | +4.8% |
| YTD | -21.1% | +32.4% | -53.5% | -21.5% |
| 1Y | -22.5% | +37.5% | -60.0% | -22.9% |
| 3Y | -39.0% | -69.3% | +30.3% | -40.5% |
| All | -39.0% | -68.7% | +29.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling